-4.3%
AKAM vs SMTC
+112.1%
-116.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.3% | -2.9% |
| 7D | +0.6% | +17.5% | -16.9% | -1.8% |
| 30D | -8.2% | +21.3% | -29.5% | -10.9% |
| 3M | -17.6% | +3.1% | -20.7% | -19.1% |
| 6M | +2.5% | +81.7% | -79.2% | -7.3% |
| YTD | +22.8% | +115.9% | -93.2% | +8.3% |
| 1Y | +39.6% | +157.8% | -118.2% | +19.7% |
| 3Y | +2.3% | +557.3% | -554.9% | -28.4% |
| 5Y | -4.3% | +114.7% | -119.0% | -21.9% |
| All | -4.3% | +112.1% | -116.4% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SMTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling